Portfolio Risk Director - Energy & Commodities Analytics

Citi; Georgia; On-site; USD 200,000 - 300,000; Full time

Job summary

Citi is seeking a mid-senior risk professional to join the Portfolio Management & Analytics team in Houston, focusing on NA Power, Gas and Emissions and complex/structured transactions. You will backtest hedging strategies and stress-test risks to help govern exposures across the Commodities business.

You will collaborate with Quants and Tech to enhance analytics, while communicating risk themes to senior management and traders who rely on sound risk insights.

Qualifications

• Degree in quantitative or financial discipline.
• Experience in a quantitative or risk function.
• Knowledge of NA Power, Gas and Emissions market.
• Knowledge of financial instruments and risk metrics.
• Quantitative skills for risk estimation and modelling.
• Excellent written and verbal communication skills.
• Programming in Python is a plus.

Responsibilities

• Assess the risk for new trade types using existing tools or develop new analytics (backtesting, etc) to stay within risk appetite and stress hedging strategy.
• Ensure trading performance is within the risk framework and take actions as needed.
• Produce reports that reflect risk and performance and explain drivers.
• Build rapport with traders by helping them understand risk and P/L and challenge their views.
• Communicate emerging risk themes to senior management.
• Work with Quants and Tech to improve the trading platform and analytics.
• Collaborate with the In-Business Risk group to aggregate and report risks.

Skills

Quantitative skills

Communication skills

Self-starter

Collaboration

Project management

Education

Quantitative/financial degree

Tools

Python

Job description

Citi is seeking a mid-senior risk professional to join the Portfolio Management & Analytics team in Houston, focusing on NA Power, Gas and Emissions and complex/structured transactions. You will backtest hedging strategies and stress-test risks to help govern exposures across the Commodities business.

You will collaborate with Quants and Tech to enhance analytics, while communicating risk themes to senior management and traders who rely on sound risk insights.